+254.0%
QCOM vs TFC
+105.4%
+148.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +2.4% | +0.9% | +2.3% |
| 30D | +7.7% | -1.3% | +9.0% | +8.2% |
| 3M | -30.1% | +6.1% | -36.1% | -32.1% |
| 6M | +22.8% | +7.3% | +15.5% | +18.5% |
| YTD | +0.2% | +8.2% | -8.0% | -3.9% |
| 1Y | +7.9% | +14.4% | -6.6% | +1.0% |
| 3Y | +55.8% | +93.7% | -37.9% | +16.8% |
| 5Y | +30.1% | +16.4% | +13.7% | +16.7% |
| All | +254.0% | +105.4% | +148.6% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling